Kkr Co Lp Stock Market Value
| KKR Stock | USD 97.97 3.50 3.70% |
| Symbol | KKR |
KKR Co LP Price To Book Ratio
Is KKR Co's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of KKR Co. If investors know KKR will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about KKR Co listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 7.44 | Dividend Share 0.66 | Earnings Share 4.09 | Revenue Per Share 21.514 | Quarterly Revenue Growth 1.367 |
The market value of KKR Co LP is measured differently than its book value, which is the value of KKR that is recorded on the company's balance sheet. Investors also form their own opinion of KKR Co's value that differs from its market value or its book value, called intrinsic value, which is KKR Co's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KKR Co's market value can be influenced by many factors that don't directly affect KKR Co's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KKR Co's value and its price as these two are different measures arrived at by different means. Investors typically determine if KKR Co is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KKR Co's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
KKR Co 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to KKR Co's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of KKR Co.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in KKR Co on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding KKR Co LP or generate 0.0% return on investment in KKR Co over 30 days. KKR Co is related to or competes with Carlyle, Ares Management, Blackstone, Blue Owl, Apollo Global, TPG, and Carlyle Secured. Inc. is a private equity and real estate investment firm specializing in direct and fund of fund investments More
KKR Co Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure KKR Co's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess KKR Co LP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0923 | |||
| Maximum Drawdown | 8.94 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.97 |
KKR Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KKR Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KKR Co's standard deviation. In reality, there are many statistical measures that can use KKR Co historical prices to predict the future KKR Co's volatility.| Risk Adjusted Performance | 0.0971 | |||
| Jensen Alpha | 0.0901 | |||
| Total Risk Alpha | 0.0206 | |||
| Sortino Ratio | 0.103 | |||
| Treynor Ratio | 0.1309 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KKR Co's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
KKR Co LP Backtested Returns
KKR Co appears to be very steady, given 3 months investment horizon. KKR Co LP has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for KKR Co, which you can use to evaluate the volatility of the firm. Please exercise KKR Co's risk adjusted performance of 0.0971, and Mean Deviation of 1.24 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KKR Co holds a performance score of 11. The company secures a Beta (Market Risk) of 1.74, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, KKR Co will likely underperform. Please check KKR Co's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether KKR Co's current price movements will revert.
Auto-correlation | 0.28 |
Poor predictability
KKR Co LP has poor predictability. Overlapping area represents the amount of predictability between KKR Co time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KKR Co LP price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current KKR Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 6.54 |
KKR Co LP lagged returns against current returns
Autocorrelation, which is KKR Co stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting KKR Co's stock expected returns. We can calculate the autocorrelation of KKR Co returns to help us make a trade decision. For example, suppose you find that KKR Co has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
KKR Co regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If KKR Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KKR Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KKR Co stock over time.
Current vs Lagged Prices |
| Timeline |
KKR Co Lagged Returns
When evaluating KKR Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KKR Co stock have on its future price. KKR Co autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, KKR Co autocorrelation shows the relationship between KKR Co stock current value and its past values and can show if there is a momentum factor associated with investing in KKR Co LP.
Regressed Prices |
| Timeline |
KKR Co Investors Sentiment
The influence of KKR Co's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in KKR. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to KKR Co's public news can be used to forecast risks associated with an investment in KKR. The trend in average sentiment can be used to explain how an investor holding KKR can time the market purely based on public headlines and social activities around KKR Co LP. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
KKR Co's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for KKR Co's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average KKR Co's news discussions. The higher the estimated score, the more favorable is the investor's outlook on KKR Co.
KKR Co Implied Volatility | 41.6 |
KKR Co's implied volatility exposes the market's sentiment of KKR Co LP stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if KKR Co's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that KKR Co stock will not fluctuate a lot when KKR Co's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards KKR Co in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, KKR Co's short interest history, or implied volatility extrapolated from KKR Co options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out KKR Co Correlation, KKR Co Volatility and KKR Co Alpha and Beta module to complement your research on KKR Co. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for KKR Stock analysis
When running KKR Co's price analysis, check to measure KKR Co's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy KKR Co is operating at the current time. Most of KKR Co's value examination focuses on studying past and present price action to predict the probability of KKR Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KKR Co's price. Additionally, you may evaluate how the addition of KKR Co to your portfolios can decrease your overall portfolio volatility.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stocks Directory Find actively traded stocks across global markets |
KKR Co technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.